I had trouble with splotchy, too deep color when I first started using my Duff airbrush and solved the problem by diluting the airbrush color (amerimist) before putting it in the airbrush gun. I dilute with vodka, rather than water, so that the cookie does not get too wet. Diluting allows you so much more control over the amount of color you are applying to the cookie and it makes the color come out with out splotches. I have found blues especially difficult to use without diluting, so that may have been part of your problem as well.
I attached some photos of my airbrushed cookies so you can see the result. I dilute in shot glasses and the amount of vodka depends on how light I want the colors, but I dilute at least 1:1. Too much vodka and your cookie will get too wet and you will get "water" marks, so be careful and do some experimentation.
